Historical rule simulator
Backtest: After a 5% One-Day Drop
Simulates one mechanical rule — buy after a 5% one-day drop, hold a fixed number of days, then exit — using only this site's own historical occurrence data. Only one position is held at a time; signals that fire while already in a trade are skipped and shown below.
Rule results for Cardano
32 historical signal(s) detected for Cardano; 20 non-overlapping trade(s) taken at a 7-day hold (12 skipped because a position was already open).
Hypothetical growth of $100
1 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-23 | 2025-09-30 | $0.8259 | $0.8055 | -2.47% | 97.53 |
| 2025-10-08 | 2025-10-15 | $0.8203 | $0.6994 | -14.74% | 83.16 |
| 2025-10-31 | 2025-11-07 | $0.6009 | $0.5315 | -11.55% | 73.56 |
| 2025-11-12 | 2025-11-19 | $0.5556 | $0.4749 | -14.53% | 62.87 |
| 2025-11-21 | 2025-11-28 | $0.4325 | $0.4338 | +0.29% | 63.05 |
| 2025-12-02 | 2025-12-09 | $0.3857 | $0.4322 | +12.04% | 70.65 |
| 2025-12-12 | 2025-12-19 | $0.4253 | $0.3514 | -17.37% | 58.38 |
| 2026-01-01 | 2026-01-08 | $0.3333 | $0.4021 | +20.64% | 70.43 |
| 2026-01-26 | 2026-02-02 | $0.3562 | $0.2962 | -16.84% | 58.57 |
| 2026-02-06 | 2026-02-13 | $0.2541 | $0.2832 | +11.46% | 65.28 |
| 2026-02-16 | 2026-02-23 | $0.2922 | $0.2831 | -3.13% | 63.24 |
| 2026-02-23 | 2026-03-02 | $0.2831 | $0.2885 | +1.91% | 64.44 |
| 2026-03-19 | 2026-03-26 | $0.2871 | $0.2841 | -1.06% | 63.76 |
| 2026-03-27 | 2026-04-03 | $0.2695 | $0.2400 | -10.95% | 56.78 |
| 2026-04-09 | 2026-04-16 | $0.2504 | $0.2465 | -1.58% | 55.88 |
| 2026-06-03 | 2026-06-10 | $0.2127 | $0.1652 | -22.33% | 43.41 |
| 2026-07-08 | 2026-07-15 | $0.1746 | $0.1654 | -5.26% | 41.12 |
| 2026-07-28 | 2026-08-04 | $0.1554 | $0.1935 | +24.51% | 51.20 |
| 2026-08-26 | 2026-09-02 | $0.2091 | $0.1966 | -5.97% | 48.14 |
How this backtest works
Every trade uses the same independent-episode detection and forward-return data as the full study page. A trade is entered on the day a signal triggers and exited exactly 7 days later at the historical close; a new signal is ignored while a trade is still open, so the trade count below is always less than or equal to the number of raw signals. Returns compound sequentially starting from a hypothetical $100.